OverGFMchooseFacNumber.RdThis function is designed to chooose the number of factors for the overdispersed generalized factor model by using the singular value ratio (SVR) based method.
OverGFMchooseFacNumber(XList, types, q_max=15,offset=FALSE, epsELBO=1e-4, maxIter=30,
verbose = TRUE, threshold= 1e-2)a list consisting of matrices with the same rows n, and different columns (p1,p2, ..., p_d),observational mixed data matrix list, d is the types of variables, p_j is the dimension of varibles with the j-th type.
a d-dimensional character vector, specify the type of variables. For example, types=c('gaussian','poisson', 'binomial'), implies the components of XList are matrices with continuous, count and binomial values, respectively.
a positive integer, specify the upper bound of the number of factors, defualt as 15.
a logical value, whether add an offset term (the total counts for each row in the count component of XList) when there are Poisson variables.
a positive real, specify the relative tolerance of ELBO function in the algorithm. Optional parameter with default as 1e-5.
a positive integer, specify the times of iteration. Optional parameter with default as 30.
a logical value with TRUE or FALSE, specify whether ouput the information in iteration process, (optional) default as TRUE.
a postive real, the threshold that is used to filter the small singular values in the SVR criterion.
return an integer value, the estimated number of factors.
nothing
nothing
## mix of normal and Poisson
dat <- gendata(seed=1, n=60, p=60, type='norm_pois', q=2, rho=2)
## we set maxIter=2 for example.
hq <- OverGFMchooseFacNumber(dat$XList, dat$types, verbose = FALSE, maxIter=2)